+251.0%
GM vs WST
+2,308.1%
-2,057.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -3.8% | +1.1% | -4.9% | -4.1% |
| 30D | +7.9% | +12.4% | -4.5% | +4.5% |
| 3M | -0.3% | +17.6% | -17.9% | -4.7% |
| 6M | +18.6% | +28.3% | -9.7% | +10.3% |
| YTD | +10.0% | +50.5% | -40.5% | -2.8% |
| 1Y | +25.9% | +49.4% | -23.5% | +11.3% |
| 3Y | +241.2% | +21.9% | +219.3% | +194.9% |
| 5Y | +50.0% | +0.4% | +49.7% | +34.1% |
| 10Y | +215.1% | +451.5% | -236.4% | +21.4% |
| All | +251.0% | +2,308.1% | -2,057.1% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling